(Solved) For all b 1 and b 2 , such that E[ b 1 X + b 2 Y ]=, Var(a 1 X + a 2 Y) < Var(b 1 X + b 2 Y) . Find these optimal a 1 and a 2
Question: For all b 1 and b 2 , such that E[ b 1 X + b 2 Y ]=, Var( a 1 X + a 2 Y ) < Var( b 1 X + b 2 Y ) .
Find these optimal a 1 and a 2 .
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